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Search for publications relevant for "fractional Brownian motion"
fractional Brownian motion
Publication
Class
Person
Publication
Programmes
publication
Random attractors for stochastic equations driven by fractional Brownian motion
2010 |
Faculty of Mathematics and Physics
publication
Stochastic bilinear equation with fractional Brownian motion with Hurst parameter H less than 1/2
2009 |
Faculty of Mathematics and Physics
publication
Applications of the Girsanov theorem for multivariate fractional Brownian motions
2021 |
Faculty of Mathematics and Physics
publication
STOCHASTIC POROUS MEDIA EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION
2013 |
Faculty of Mathematics and Physics
publication
Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions
2011 |
Faculty of Mathematics and Physics
publication
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions
2012 |
Faculty of Mathematics and Physics
publication
Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion
2013 |
Faculty of Mathematics and Physics
publication
Control of some linear equations in a Hilbert space with fractional Brownian motions
2011 |
Faculty of Mathematics and Physics
publication
Stochastic bilinear equation with fractional Brownian motion with Hurst parameter H<1/2 in Hilbert space
2010 |
Faculty of Mathematics and Physics
publication
Some ergodic control problems for linear stochastic equations in a Hilbert space with fractional Brownian motions
2014 |
Faculty of Mathematics and Physics
publication
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
2015 |
Faculty of Mathematics and Physics
publication
On the Uniqueness of Solution to Homogeneous SPDEs
2011 |
Faculty of Mathematics and Physics
publication
Homogeneous Stochastic Differential Equations
2010 |
Faculty of Mathematics and Physics
publication
On the Limit Behaviour of Weak Solutions to Stochastic Bilinear Equations
2010 |
Faculty of Mathematics and Physics
publication
SEMILINEAR STOCHASTIC EQUATIONS WITH BILINEAR FRACTIONAL NOISE
2016 |
Faculty of Mathematics and Physics
publication
Stochastic bilinear equations with fractional Gaussian noise in Hilbert space
2010 |
Faculty of Mathematics and Physics
publication
Stochastic Affine Evolution Equations with Multiplicative Fractional Noise
2018 |
Faculty of Mathematics and Physics
publication
Fractional Ornstein-Uhlenbeck Bridge
2010 |
Faculty of Mathematics and Physics
publication
Stochastic Evolution Equations
Publication without faculty affiliation
publication
BILINEAR EQUATIONS IN HILBERT SPACE DRIVEN BY PATHS OF LOW REGULARITY
2021 |
Faculty of Mathematics and Physics
publication
Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
2013 |
Faculty of Mathematics and Physics
publication
Pathwise least-squares estimator for linear SPDEs with additive fractional noise
2022 |
Faculty of Mathematics and Physics
publication
An application of Ito-Follmer calculus to bilinear rough evolution equations
2022 |
Faculty of Mathematics and Physics
publication
Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations
2019 |
Faculty of Mathematics and Physics
publication
Stochastic evolution equations with Volterra noise
2017 |
Faculty of Mathematics and Physics
publication
Filtering of stochastic delayed differential equations in Hilbert spaces
2021 |
Faculty of Mathematics and Physics
publication
Filtering for fractional stochastic heat equation
2019 |
Faculty of Mathematics and Physics
publication
Linear Stochastic Differential Equations Driven by Gauss-Volterra Processes and Related Linear-Quadratic Control Problems
2019 |
Faculty of Mathematics and Physics
publication
A stochastic calculus for Rosenblatt processes
2022 |
Faculty of Mathematics and Physics
publication
Besov-Orlicz Path Regularity of Non-Gaussian Processes
2023 |
Faculty of Mathematics and Physics